Related papers: Quantitative exponential mixing for the randomized…
We give sufficient Gordin-type criteria for the iterated (enhanced) weak invariance principle to hold for deterministic dynamical systems. Such an invariance principle is intrinsically related to the interpretation of stochastic integrals.…
In this paper, we study the problem of determining $k$ anomalous random variables that have different probability distributions from the rest $(n-k)$ random variables. Instead of sampling each individual random variable separately as in the…
We introduce a definition of pressure for almost-additive sequences of continuous functions defined over (non-compact) countable Markov shifts. The variational principle is proved. Under certain assumptions we prove the existence of Gibbs…
We establish general quantitative conditions for stochastic evolution equations with locally monotone drift and degenerate additive Wiener noise in variational formulation resulting in the existence of a unique invariant probability measure…
Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical…
We present a framework for obtaining explicit bounds on the rate of convergence to equilibrium of a Markov chain on a general state space, with respect to both total variation and Wasserstein distances. For Wasserstein bounds, our main tool…
Empirical risk minimization (ERM) is a fundamental learning rule for statistical learning problems where the data is generated according to some unknown distribution $\mathsf{P}$ and returns a hypothesis $f$ chosen from a fixed class…
We study the behavior of exponential random graphs in both the sparse and the dense regime. We show that exponential random graphs are approximate mixtures of graphs with independent edges whose probability matrices are critical points of…
We study the properties of the random quantum states induced from the uniformly random pure states on a bipartite quantum system by taking the partial trace over the larger subsystem. Most of the previous studies have adopted a viewpoint of…
Recently, a number of authors have investigated the conditions under which a stochastic perturbation acting on an infinite dimensional dynamical system, e.g. a partial differential equation, makes the system ergodic and mixing. In…
We provide a quantification of the uniqueness of Gibbs measure for topologically mixing countable Markov shifts with locally H\"older continuous potentials. Corollaries for speed of convergence for approximation by finite subsystems are…
We study the long-term behavior of two piecewise-deterministic Markov processes used to model stochastic gene regulatory networks with bursting dynamics. Under regularity assumptions on the jump rate, we prove the existence and uniqueness…
In this paper, we present an analytical approach for the synthesis of ellipsoidal probabilistic reachable sets of saturated systems subject to unbounded additive noise. Using convex optimization methods, we compute a contraction factor of…
Improving Importance Sampling estimators for rare event probabilities requires sharp approximations of conditional densities. This is achieved for events E_{n}:=(f(X_{1})+...+f(X_{n}))\inA_{n} where the summands are i.i.d. and E_{n} is a…
We present an upper bound for the Kolmogorov-Sinai entropy of quantum systems having a mixing quantum phase space. The method for this estimation is based on the following ingredients: i) the graininess of quantum phase space in virtue of…
The standard map, paradigmatic conservative system in the $(x,p)$ phase space, has been recently shown to exhibit interesting statistical behaviors directly related to the value of the standard map parameter $K$. A detailed numerical…
For local martingales with nonnegative jumps, we prove a sufficient criterion for the corresponding exponential martingale to be a true martingale. The criterion is in terms of exponential moments of a convex combination of the optional and…
We consider Markov chains which are polynomially mixing, in a weak sense expressed in terms of the space of functions on which the mixing speed is controlled. In this context, we prove polynomial large and moderate deviations inequalities.…
We introduce an statistical mechanical formalism for the study of discrete-time stochastic processes with which we prove: (i) General properties of extremal chains, including triviality on the tail $\sigma$-algebra, short-range…
We introduce `PI-Entropy' $\Pi(\tilde{\rho})$ (the Permutation entropy of an Indexed ensemble) to quantify mixing due to complex dynamics for an ensemble $\rho$ of different initial states evolving under identical dynamics. We find that…